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Kathy Yuan
Assistant Professor of Finance
PhD, Massachusetts Institute Of Technology
BS, Beijing University
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Kathy’s research focuses on developing new asset pricing theories with heterogeneous information and market frictions, and testing their empirical implications. She has examined how crises spread through international financial markets and how the introduction of benchmark securities such as treasury bonds or stock indices improves the overall market liquidity. Her current work focuses on modeling higher order beliefs and coordination in the financial market, building dynamic and multi-asset REE models of asset prices with short-sale and borrowing constraints, and developing new metrics for performance evaluations. Kathy also worked at the Emerging Markets Trading Desk at J.P. Morgan (now JPMorgan-Chase). |
Working Papers
Finance Web Site
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